Sun beds increase the risk of skin cancer similarly to how frying in the sun does. I'm not sure how much it increases the risk... It is hard to find a place that does sun bed tanning anymore in Australasia, however. But then we have the highest rates of skin cancer in the world - being by the hole in the Ozone Layer.

Self tanning lotions that activate your skins melanin (thus not staining your skin orange but actually stimulating your skin to tan without the assistance of the sun) are a lot better for you...